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  • Search: subject:"impulse responses."
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Year of publication
Subject
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impulse responses 164 VAR-Modell 136 VAR model 131 Impulse responses 118 Schock 113 Shock 111 Schätzung 82 Estimation 76 Estimation theory 57 Schätztheorie 57 Monetary policy 53 Time series analysis 53 Zeitreihenanalyse 53 Geldpolitik 49 Theorie 41 Impact assessment 38 Wirkungsanalyse 38 Theory 37 Impulse Responses 31 Global VAR (GVAR) 25 Konjunktur 25 Volatility 25 Business cycle 24 Volatilität 24 Cointegration 23 Welt 23 vector autoregressive process 23 World 21 Oil price 20 Ölpreis 19 VAR 17 cointegration 17 monetary policy 17 Inflation 16 Kointegration 16 Monetary transmission 15 Spillover-Effekt 15 USA 15 Geldpolitische Transmission 14 Spillover effect 14
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Online availability
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Free 240 Undetermined 121 CC license 6
Type of publication
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Book / Working Paper 247 Article 154 Other 5
Type of publication (narrower categories)
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Working Paper 123 Article in journal 102 Aufsatz in Zeitschrift 102 Graue Literatur 74 Non-commercial literature 74 Arbeitspapier 71 Article 6 research-article 3 Aufsatz im Buch 1 Book section 1 Conference Paper 1 Conference paper 1 Hochschulschrift 1 Konferenzbeitrag 1 Konferenzschrift 1 Thesis 1
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Language
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English 292 Undetermined 113 German 1
Author
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Lütkepohl, Helmut 42 Staszewska-Bystrova, Anna 30 Winker, Peter 30 Mesters, Geert 13 Pesaran, M. Hashem 13 Mohaddes, Kamiar 12 Kilian, Lutz 9 Alter, Adrian 8 Luetkepohl, Helmut 8 Raissi, Mehdi 8 Trenkler, Carsten 8 Yannopoulos, Andreas 8 Alvarez, Fernando 7 Barnichon, Régis 7 Koop, Gary 7 Lanne, Markku 7 Lippi, Francesco 7 Beyer, Andreas 6 Bruns, Martin 6 Chudik, Alexander 6 Giuliodori, Massimo 6 Koukouritakis, Minoas 6 Papadopoulos, Athanasios P. 6 Bannert, Matthias 5 Beetsma, Roel 5 Campolieti, Michele 5 Canova, Fabio 5 Drechsel, Dirk 5 Gefang, Deborah 5 Hoesch, Lukas 5 Lee, Adam 5 Mikosch, Heiner 5 Paciello, Luigi 5 Raissi, Maziar 5 Sarferaz, Samad 5 Villani, Mattias 5 Warne, Anders 5 Weber, Enzo 5 Apostolakis, George N. 4 Berger, Helge 4
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Institution
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C.E.P.R. Discussion Papers 13 CESifo 7 European Central Bank 7 Faculty of Economics, University of Cambridge 6 Department of Economics, European University Institute 4 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 4 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 3 Department of Economics, University of Crete 3 EconWPA 3 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 3 Agricultural and Applied Economics Association - AAEA 2 Bank of Greece 2 Department of Econometrics and Business Statistics, Monash Business School 2 Department of Economics and Business, Universitat Pompeu Fabra 2 Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova 2 Econometric Society 2 International Monetary Fund (IMF) 2 Society for Computational Economics - SCE 2 Sveriges Riksbank 2 de Nederlandsche Bank 2 Abteilung für Volkswirtschaftslehre, Universität Mannheim 1 Banca d'Italia 1 Banco de España 1 Banco de la Republica de Colombia 1 Banque de France 1 Center for Financial Studies 1 Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) 1 Centre for Development Economics, Delhi School of Economics 1 Department of Accounting, Economics and Finance, Bristol Business School 1 Department of Economics, Adam Smith Business School 1 Department of Economics, Brock University 1 Department of Economics, Faculty of Business and Economics 1 Department of Economics, Oxford University 1 Department of Economics, Poole College of Management 1 Department of Economics, School of Business 1 Department of Economics, University of Pennsylvania 1 Department of Economics, York University 1 Duke University, Department of Economics 1 Economic Research Institute, College of Business and Economics 1 Economics Department, University of Strathclyde 1
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Published in...
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CEPR Discussion Papers 13 CESifo Working Paper 10 DIW Discussion Papers 8 ECB Working Paper 8 Journal of econometrics 8 CESifo Working Paper Series 7 Working Paper Series / European Central Bank 7 CESifo working papers 6 Cambridge Working Papers in Economics 6 Discussion papers / CEPR 6 Discussion papers / Deutsches Institut für Wirtschaftsforschung 6 Economic modelling 5 Journal of Econometrics 5 Economics Working Papers / Department of Economics, European University Institute 4 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 4 Energy economics 4 Journal of economic dynamics & control 4 MPRA Paper 4 SFB 649 Discussion Paper 4 Working Paper 4 Working papers / Universitat Pompeu Fabra, Department of Economics and Business 4 Applied economics 3 CAMA working paper series 3 Cambridge working papers in economics 3 Discussion Papers of DIW Berlin 3 Economic Modelling 3 Empirical Economics 3 Journal of applied econometrics 3 Journal of international money and finance 3 MAGKS Joint Discussion Paper Series in Economics 3 Quantitative economics : QE ; journal of the Econometric Society 3 SFB 649 Discussion Papers 3 SFB 649 discussion paper 3 Working Papers / Department of Economics, University of Crete 3 Working paper series of the National Bank of Kazakhstan 3 "Marco Fanno" Working Papers 2 Applied economics letters 2 BSE working paper : working papers 2 Barcelona GSE working paper series : working paper 2 Bulletin of the Czech Econometric Society 2
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Source
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ECONIS (ZBW) 178 RePEc 160 EconStor 59 BASE 6 Other ZBW resources 3
Showing 291 - 300 of 406
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International trade, technological shocks and spillovers in the labour market: A GVAR analysis of the US manufacturing sector
Hiebert, Paul; Vansteenkiste, Isabel - European Central Bank - 2007
manufacturing-wide variables are included for each sector. Generalised impulse responses indicate that increased trade openness …
Persistent link: https://www.econbiz.de/10005222295
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Back to square one: identification issues in DSGE models
Canova, Fabio; Sala, Luca - Banco de España - 2007
evaluation when the objective function measures the distance between estimated and model impulse responses. Observational …
Persistent link: https://www.econbiz.de/10005155307
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Local linear impulse responses for a small open economy
Haug, Alfred A.; Smith, Christie - Department of Economics, School of Business - 2007
Traditional vector autoregressions derive impulse responses using iterative techniques that may compound specification … estimates of the true impulse responses. We use local linear projections to investigate the dynamic properties of a model for a … small open economy, New Zealand. We compare impulse responses from local projections to those from standard techniques, and …
Persistent link: https://www.econbiz.de/10010611265
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SECTORAL EFFECTS OF RINGGIT DEPRECIATION SHOCKS
Ibrahim, Mansor H. - In: Journal of Economic Development 32 (2007) 2, pp. 135-156
impulse responses further substantiate this finding especially over longer horizons. Over shorter horizons, however, exchange …
Persistent link: https://www.econbiz.de/10009351139
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VAR modeling for dynamic semiparametric factors of volatility strings
Brüggemann, Ralf; Härdle, Wolfgang Karl; Mungo, Julius; … - 2006
The implied volatility of a European option as a function of strike price and time to maturity forms a volatility surface. Traders price according to the dynamics of this high dimensional surface. Recent developments that employ semiparametric models approximate the implied volatility surface...
Persistent link: https://www.econbiz.de/10010319192
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Structural vector autoregressions with nonnormal residuals
Lanne, Markku; Lütkepohl, Helmut - 2006
In structural vector autoregressive (SVAR) models identifying restrictions for shocks and impulse responses are usually … shocks and impulse responses. In this paper it is pointed out that specific distributional assumptions can also help in …
Persistent link: https://www.econbiz.de/10010261406
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VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings
Brüggemann, Ralf; Härdle, Wolfgang; Mungo, Julius; … - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2006
model, unit root tests, vector autoregression, impulse responses. JEL classification: C14; C32 ∗This research was supported … function, L¨utkepohl (1991, Chapter 3) which we discuss next. Figure 3 shows the impulse responses together with ±2 asymptotic …. 7 We have tried all possible variable orderings when computing the impulse responses and the only notable change is …
Persistent link: https://www.econbiz.de/10005677917
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Identifying Monetary Policy Shocks viaChanges in Volatility
Lanne, Markku; Luetkepohl, Helmut - CESifo - 2006
A central issue of monetary policy analysis is the specification of monetary policy shocks. In a structural vector autoregressive setting there has been some controversy about which restrictions to use for identifying the shocks because standard theories do not provide enoughinformation to fully...
Persistent link: https://www.econbiz.de/10005765901
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Structural Vector Autoregressions with Nonnormal Residuals
Lanne, Markku; Luetkepohl, Helmut - CESifo - 2006
In structural vector autoregressive (SVAR) models identifying restrictions for shocks and impulse responses are usually … shocks and impulse responses. In this paper it is pointed out that specific distributional assumptions can also help in …
Persistent link: https://www.econbiz.de/10005766131
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Stock prices and bank loan dynamics in a developing country: The case of Malaysia
Ibrahim, Mansor H. - In: Journal of Applied Economics IX (2006) May, pp. 71-89
This paper estimates a six-variable VAR model and simulates generalized impulse response functions to assess dynamic interactions between bank loans and stock prices and evaluate whether bank loans play a role in transmitting financial shocks to the real sector. We find evidence that bank loans...
Persistent link: https://www.econbiz.de/10005627091
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